After waiting for more than a month for the ADSL connection, today I was able to set it up. The ADSL line has been activated since 30th April, but I did not receive the modem yet. I ran out of my patience and bought Linksys Wireless + ADSL2 Router. I called up Orange to get the settings.
Configuring the modem was pretty straight forward, except that I had to switch the telephone lines to make it work. Now I can surf around the net with nearly 20 Mbps :-)